CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1372 |
-0.0025 |
-0.2% |
1.1471 |
| High |
1.1430 |
1.1372 |
-0.0058 |
-0.5% |
1.1522 |
| Low |
1.1386 |
1.1304 |
-0.0082 |
-0.7% |
1.1371 |
| Close |
1.1400 |
1.1314 |
-0.0087 |
-0.8% |
1.1390 |
| Range |
0.0044 |
0.0068 |
0.0024 |
54.5% |
0.0151 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.8% |
0.0000 |
| Volume |
97 |
82 |
-15 |
-15.5% |
278 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1492 |
1.1351 |
|
| R3 |
1.1466 |
1.1424 |
1.1332 |
|
| R2 |
1.1398 |
1.1398 |
1.1326 |
|
| R1 |
1.1356 |
1.1356 |
1.1320 |
1.1343 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1323 |
| S1 |
1.1288 |
1.1288 |
1.1307 |
1.1275 |
| S2 |
1.1262 |
1.1262 |
1.1301 |
|
| S3 |
1.1194 |
1.1220 |
1.1295 |
|
| S4 |
1.1126 |
1.1152 |
1.1276 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1786 |
1.1473 |
|
| R3 |
1.1729 |
1.1635 |
1.1431 |
|
| R2 |
1.1578 |
1.1578 |
1.1417 |
|
| R1 |
1.1484 |
1.1484 |
1.1403 |
1.1456 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1413 |
| S1 |
1.1333 |
1.1333 |
1.1376 |
1.1305 |
| S2 |
1.1276 |
1.1276 |
1.1362 |
|
| S3 |
1.1125 |
1.1182 |
1.1348 |
|
| S4 |
1.0974 |
1.1031 |
1.1306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1550 |
|
1.618 |
1.1482 |
|
1.000 |
1.1440 |
|
0.618 |
1.1414 |
|
HIGH |
1.1372 |
|
0.618 |
1.1346 |
|
0.500 |
1.1338 |
|
0.382 |
1.1330 |
|
LOW |
1.1304 |
|
0.618 |
1.1262 |
|
1.000 |
1.1236 |
|
1.618 |
1.1194 |
|
2.618 |
1.1126 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1367 |
| PP |
1.1330 |
1.1349 |
| S1 |
1.1322 |
1.1331 |
|